What did they mean by pretending then?
Unlike his sister, who put her trust in face values, he wished to go to the bottom of the matter.

He carried on his inquiry by means of an angry challenge.
"What for are they then, Winn?
What are they for?
Tell me." Winnie disliked controversy.

But fearing most a fit of black depression consequent on Stevie missing his mother very much at first, she did not altogether decline the discussion.

Guiltless of all irony, she answered yet in a form which was not perhaps unnatural in the wife of Mr Verloc, Delegate of the Central Red Committee, personal friend of certain anarchists, and a votary of social revolution.
"Don't you know what the police are for, Stevie?
They are there so that them as have nothing shouldn't take anything away from them who have." She avoided using the verb "to steal," because it always made her brother uncomfortable.

For Stevie was delicately honest.